Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47392.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45997.81 Kr¶

PnL: ---------------------------------------> -890.76 Kr¶

DD now: ---------------------------------> -2.544 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:17:32.587434'

Anic Portfolio¶

Today¶

Return: -0.088 %¶

This Week¶

Return: -1.086 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 55.152 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.940000 3440.000000 63.000000 1.870000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.590000 394.300000 39.300000 11.070000 355.000000
Intrum 4 5.770000 560.800000 33.800000 6.410000 527.000000
Corem Property Group B 59 -1.340000 608.880000 31.880000 5.530000 576.999999
AcadeMedia 12 -0.530000 582.480000 25.480000 4.570000 557.000004
Resurs Holding 22 -0.440000 599.280000 25.280000 4.400000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.700000 574.680000 4.680000 0.820000 570.000000
Swedbank A 3 -1.990000 568.200000 4.200000 0.740000 564.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.520000 532.400000 0.400000 0.080000 532.000000
CTEK 13 -0.020000 528.970000 -5.030000 -0.940000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.300000 532.750000 -13.250000 -2.430000 546.000000
Essity B 2 -1.570000 550.400000 -23.600000 -4.110000 574.000000
Beijer Electronics Group 26 -6.290000 2943.200000 -27.800000 -0.940000 2971.000006
Nordea Bank Abp 29 -1.450000 3418.520000 -35.480000 -1.030000 3453.999992
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -1.610000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 0.770000 537.620000 -75.380000 -12.300000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
Axfood 13 -1.670000 3516.500000 -239.500000 -6.380000 3756.000001
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46001.590000 -886.980000 -2.53614% 46888.564618

Updated:¶

'2023-01-26 10:16:46.307897'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶